+349.2%
GDX vs IONS
-29.6%
+378.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | +0.7% | -29.4% | +30.2% | +3.3% |
| 30D | -3.8% | -35.1% | +31.4% | -0.6% |
| 3M | -5.4% | -48.9% | +43.4% | -0.4% |
| 6M | -12.7% | -62.4% | +49.7% | -6.2% |
| YTD | -0.7% | -64.2% | +63.5% | +7.2% |
| 1Y | +11.9% | -60.9% | +72.8% | +20.0% |
| 3Y | +223.9% | -38.9% | +262.8% | +231.3% |
| 5Y | +163.2% | -15.6% | +178.8% | +163.4% |
| 10Y | +349.2% | -33.5% | +382.6% | +353.5% |
| All | +349.2% | -29.6% | +378.8% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling